Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453329.7462 | 369522.4834 | 83807.2628 | 434083.6674 | 296553.8627 | 137529.8047 |
Total P&L (%) | 453.3297 | 369.5225 | 83.8073 | 434.0837 | 296.5539 | 137.5298 |
Avg Daily Profit (%) | 0.423 | 0.3448 | 0.0782 | 0.1565 | 0.1286 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99279 | -64831 | -97808 | -408987 | -294606 | -333760 |
Profit Factor | 1.9864 | 2.9561 | 1.3096 | 1.2846 | 1.4289 | 1.165 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 56.4356 | 54.902 | 58 | 56.4356 | 54.902 | 58 |
Ratio Avg Win / Avg Loss | 1.5333 | 2.4282 | 0.9483 | 0.9917 | 1.1738 | 0.8436 |
Largest Winning Trade | 343947 | 343947 | 37665 | 365372 | 365372 | 95852 |
Largest Losing Trade | -32066 | -21480 | -32066 | -131096 | -115831 | -131096 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 62 | 68 | 58 | 62 | 68 | 58 |
Avg Bars in Losers | 59 | 67 | 50 | 59 | 67 | 50 |
Bars Traded | 6205 | 3453 | 2752 | 6205 | 3453 | 2752 |
Profit Streak | 63.714 | 63.714 | 69.5473 | 63.714 | 63.714 | 69.5473 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570487 | -163942 | -268110 | 292250 | -198869 | -303884 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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